Higurashi no Naku Koro ni

One of the more interesting animes I have seen in my life is one that I have recently finished: Higurashi no Naku Koro ni.  There are two completed seasons out so far, and I've just started the second, so this one is primarily dealing with the first, although they share the same storyline.

Higurashi no Naku Koro ni is based off a visual novel game made by 07th Expansion.  It is a murder horror/mystery series that breaks off into different arcs (arcs are different storylines... in most visual novel games once you play the game through once, you unlock more options to choose from to go down different storylines).  There are 4 question arcs (arcs that show the main villain) and 4 answer arcs (arcs that show why/how they murdered).  The first season of the anime shows the 4 question arcs and an answer arc, with each arc being 4-6 episodes long.  The final 4 episodes reveal a significant part of the plot which I will mention later.  I'm not 100% sure if it is an answer arc from the game or not, because they don't deal with any of the question arcs previously shown in the season.

So each arc has a different story, but there are 6 main characters and a same set up to each murder.  There is a boy named Keiichi Maebara, who moved to the town of Hinamizawa a few months ago.  It is a small town controlled by 3 families, and there is only one school with joined classrooms for kids of all grade levels.  Thus, he befriends a girl one year older than him, a girl the same age as him, and two girls still in elementary school.  The girl one year older is Mion Sonozaki, and she is the oldest child of the strongest of the 3 families who controls Hinamizawa.  Mion has a twin sister Shion (who isn't revealed as a character until the second or third question arc), who is technically younger by minutes.  Mion is generally perceived (I say generally perceived because the main theme of Higurashi no Naku Koro ni is you can't trust anything or anyone) as a tomboy-ish girl, with her sister being very womanly.  She is the class president.  The fact that they are twins plays an important role in the question arc/answer arc involving the two.  Keiichi, in contrast, is a pansy.  Actually he is pretty strong for a guy who is constantly involved in murder plots, but I hate him with a passion.
The girl one year younger is Rena Ryuugu.  Like Keiichi, she moved to Hinamizawa, which was over a year ago.  She is generally perceived as a very cute girl, but it is known that when she gets serious about something, she becomes very scary.  She also has a dark past involving why she moved to Hinamizawa, and you later find out that she was born in Hinamizawa in the first place.
Satoko Hojo is one of the younger girls.  She is a "master of traps", as she and her friends often play games after school and she always sets up traps to win the game.  She is living with her best friend Rika because of past circumstances which will be explained later.  She is a headstrong girl who wants to prove she is an adult and can be independent for personal reasons.
Her best friend, Rika Furude, is the shrine maiden of Hinamizawa.  She always says cute things like "mi~" and "nipa~" for random reasons.  There is an "alternate" Rika, who is very serious and can predict the future, and often says mysterious things.  The "alternate" Rika can only be perceived by a change of vocal tone, and this "alternate" Rika is actually the main focal point of the entire subplot of the murder, which will be explained next.  The Furude household is the second strongest family out of the three, and Rika is the head of the family since her parents died.

*Spoiler Warning: This will further explain a lot of the vague things mentioned in the character intros, but you don't really find out about these things until you watch the anime.  It'll help clarify a lot of things in the anime so you can either read it or find out for yourself and re-watch the season* The main subplot involving each series of murders in each arc is June 1983.  During this month, the annual Watanagashi Festival is held to honor the deity Shrine God, who watches over and protects the town of Hinamizawa.  In the past, a government wanted to build a dam in the area, which would have sunk the entire town of Hinamizawa.  There were people on both sides of the argument, but the debate was soon dropped because five years ago from 1983, on the night of the festival, the manager of the dam project was brutally murdered, with each of his body parts decapitated.  The perpetrator then mysteriously vanished.  Each year after that, during the night of the Watanagashi Festival, a person is murdered and someone related to them vanishes.  Four years ago, Satoko's father fell off a cliff and her mother disappeared.  Three years ago Rika's father died and her mother disappeared.  Two years ago a Shrine priest died from a mysterious disease.  One year ago Satoko's abusive aunt died and her brother vanished. These series of deaths and vanishes are known as the Curse of the Shrine God, because the people of Hinamizawa believe anyone who harms the town will die, and in order to please the God because a murder took place, someone must be sacraficed through being spirited away, thus the vanishing.  Satoko's family was targetted in particular because her parents were in support of the dam being built, despite being citizens of Hinamizawa.   
Some other side notes include that there is an unwritten rule for citizens of Hinamizawa to not leave the town, and for people to not enter.  Thus, Rena previously suffered "symptoms" of the Curse when she moved from the town when she was young, and thus returned to Hinamizawa to cure herself and appease the Shrine God.
Rika's "alternate" self is actually a deity known as Hanyuu, who only Rika can communicate with and see (their senses are also linked).  Hanyuu is responsible for time lapsing Hinamizawa, meaning that time constantly repeats June 1983 in the town.  Thus, the different "arcs" aren't actually seperate stories, but it is Hanyuu refreshing the time over and over again until she and Rika reach an ideal ending to the events of Hinamizawa.  For example, the murderer is always different in each arc with a different theory as to what exactly the Curse is.  In one arc, there is a drug scheme.  In another arc, it is aliens.  In a different arc entirely, Shion and the Sonozaki family are the murderers.  But all these are tied together through Hanyuu and the greater mystery of the Curse of the Shrine God.  The truth behind the series of events in 1983 are that the ultimate end is the death of Rika Furude.  No matter who gets murdered or who is the villain, the chain of violence will always lead to Rika's death.  Rika constantly resets time to 1983 to try to avoid her circle of friends from making the same mistakes as they have done for supposedly hundreds of years (apparantly Rika has been resetting time that much).

There are many theories as to what the actual Curse of the Shrine God is, which you find out through the various arcs.  But this anime is pretty freaky, gruesome, and brilliant.  Unless you are weak-stomached/faint hearted, I highly recommend this anime.  It might be confusing at first, especially if you really don't like spoilers.  But I read the Wikipedia summary of each arc and watched it and I still thoroughly enjoyed it.  Although the torture scenes were pretty brutal.

Note for downloading: Episodes 16-26 were not aired in Japan due to the graphic nature of the violence and a certain event that happened in real life (a young girl axeing a police officer) around the time it was scheduled to air.  Thus, it is only on the DVD release.  So you might have trouble finding all 26 episodes, as some fansubs only have episodes 1-15.  I used Ayu subs for season one and Hauu subs for season two.

Here's the opening: